AI Investment Frontier 风险模型需要瞬态因子 A new arXiv paper from Stanford and BlackRock researchers shows a practical way to extend an existing equity risk model with short-horizon statistical factors learned from realized returns.
AI Investment Frontier Risk Models Need Transient Factors A new arXiv paper from Stanford and BlackRock researchers shows a practical way to extend an existing equity risk model with short-horizon statistical factors learned from realized returns.
AI Investment Frontier LLM 选股预测需要摩擦测试 A recent hedge-fund-oriented review of LLM stock forecasting argues that the hard problem is not only prediction, but leakage control, market frictions, liquidity, and workflow robustness.
AI Investment Frontier LLM Stock Forecasting Needs a Friction Test A recent hedge-fund-oriented review of LLM stock forecasting argues that the hard problem is not only prediction, but leakage control, market frictions, liquidity, and workflow robustness.
